Semidiscrete Galerkin Approximation for a Linear Stochastic Parabolic Partial Differential Equation Driven by an Additive Noise

We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differential equation forced by an additive space-time noise. The discretization in space is done by a piecewise linear finite element method. The space-time noise is approximated by using the generalized L₂ projection operator. Optimal strong convergence error estimates in the L₂ and norms with respect to the spatial variable are obtained. The proof is based on appropriate nonsmooth data error estimates for the corresponding deterministic parabolic problem. The error estimates are applicable in the multi-dimensional case. AMS subject classification (2000) 65M, 60H15, 65C30, 65M65.Received April 2004. Revised September 2004. Communicated by Anders Szepessy.     

Mixed finite element methods for a dynamical Ginzburg-Landau model in superconductivity

Summary. In this paper we consider the numerical solutions of the nonlinear time-dependent Ginzburg-Landau model which describes the phase transitions taking place in superconducting films. We propose a semi-implicit finite element scheme which is based on a linear finite element approximation of the order parameter and a mixed finite element discretization for the equation involving the magnetic potential A. The error estimates of the scheme are derived. Received September 5, 1994 / Revised version received April 23, 1995     

A posteriori error estimation with finite element methods of lines for one-dimensional parabolic systems

Summary Consider the solution of one-dimensional linear initial-boundary value problems by a finite element method of lines using a piecewiseP ^th -degree polynomial basis. A posteriori estimates of the discretization error are obtained as the solutions of either local parabolic or local elliptic finite element problems using piecewise polynomial corrections of degreep+1 that vanish at element ends. Error estimates computed in this manner are shown to converge in energy under mesh refinement to the exact finite element discretization error. Computational results indicate that the error estimates are robust over a wide range of mesh spacings and polynomial degrees and are, furthermore, applicable in situations that are not supported by the analysis.This research was partially supported by the U.S. Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR 90-0194; by the U.S. Army Research Office under Contract Number DAAL03-91-G-0215; and by the National Science Foundation under Institutional Infrastructure Grant Number CDA-8805910     

On the finite volume element method

Summary The finite volume element method (FVE) is a discretization technique for partial differential equations. It uses a volume integral formulation of the problem with a finite partitioning set of volumes to discretize the equations, then restricts the admissible functions to a finite element space to discretize the solution. this paper develops discretization error estimates for general selfadjoint elliptic boundary value problems with FVE based on triangulations with linear finite element spaces and a general type of control volume. We establishO(h) estimates of the error in a discreteH ¹ semi-norm. Under an additional assumption of local uniformity of the triangulation the estimate is improved toO(h ²). Results on the effects of numerical integration are also included.This research was sponsored in part by the Air Force Office of Scientific Research under grant number AFOSR-86-0126 and the National Science Foundation under grant number DMS-8704169. This work was performed while the author was at the University of Colorado at Denver     

Error estimates of the finite element method for the exterior Helmholtz problem with a modified DtN boundary condition

A priori error estimates in the H¹- and L²-norms are established for the finite element method applied to the exterior Helmholtz problem, with modified Dirichlet-to-Neumann (MDtN) boundary condition. The error estimates include the effect of truncation of the MDtN boundary condition as well as that of discretization of the finite element method. The error estimate in the L²-norm is sharper than that obtained by the author [D. Koyama, Error estimates of the DtN finite element method for the exterior Helmholtz problem, J. Comput. Appl. Math. 200 (1) (2007) 21-31] for the truncated DtN boundary condition.     

Analysis of the Fictitious Domain Method with an L 2-Penalty for Elliptic Problems

The L ²-penalty fictitious domain method is based on a reformulation of the original problem in a larger simple-shaped domain by introducing a discontinuous reaction term with a penalty parameter ε > 0. We first derive regularity results and some a priori estimates and then prove several error estimates. We also give several error estimates for discretization problems by the finite element and finite volume methods.     

On approximating the solution of the non-stationary Stokes equations using the cell discretization algorithm

The cell discretization algorithm, a nonconforming extension of the finite element method, is used to obtain approximations to the velocity and pressure satisfying the nonstationary Stokes equations. Error estimates show convergence of the approximations. An implementation using polynomial bases is described that permits the use of the continuous approximations of the h–p finite element method and exactly satisfies the solenoidal requirement. We express the error estimates in terms of the diameter h of a cell and the degree p of the approximation on each cell. Results of an experiment with p10 are presented that confirm the theoretical estimates.     

On solenoidal high‐degree polynomial approximations to solutions of the stationary Stokes equations

The cell discretization algorithm, a nonconforming extension of the finite element method, is used to obtain approximations to the velocity and pressure functions satisfying the Stokes equations. Error estimates show convergence of the method. An implementation using polynomial bases is described that permits the use of the continuous approximations of the h‐p finite element method and exactly satisfies the solenoidal requirement. We express the error estimates in terms of the diameter h of a cell and degree p of the approximation on each cell. Examples of 10^th degree polynomial approximations are described that substantiate the theoretical estimates. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 480–493, 2000     

Residual-based a posteriori error control for Space-time finite element approximations of parabolic optimal control problems

In this paper we investigate a space-time finite element approximation of parabolic optimal control problems. The first order optimality conditions are transformed into an elliptic equation of fourth order in space and second order in time involving only the state or the adjoint state in the space-time domain. We derive a priori and a posteriori error estimates for the time discretization of the state and the adjoint state. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Space-time DG Method for Porous Media

In this work we present a new coupled space-time discontinuous Galerkin method for the dynamical analysis of fully-saturated porous media. The method consists of a finite element discretization in space and time simultaneously. The numerical solution is solved on every time-slab (Qⁿ = Ω × ℐⁿ), which is in analogy to classical finite difference methods in time. The method is stable and efficient. The computational accuracy can be easily raised by increasing the order of the ansatz functions. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A posteriori error estimation in the conforming finite element method based on its local conservativity and using local minimization

We present in this Note fully computable a posteriori error estimates allowing for accurate error control in the conforming finite element discretization of pure diffusion problems. The derived estimates are based on the local conservativity of the conforming finite element method on a dual grid associated with simplex vertices rather than directly on the Galerkin orthogonality. To cite this article: M. Vohralík, C. R. Acad. Sci. Paris, Ser. I 346 (2008).     

Space-time discontinuos Galerkin method for solving nonstationary convection-diffusion-reaction problems

The paper presents the theory of the discontinuous Galerkin finite element method for the space-time discretization of a linear nonstationary convection-diffusion-reaction initial-boundary value problem. The discontinuous Galerkin method is applied separately in space and time using, in general, different nonconforming space grids on different time levels and different polynomial degrees p and q in space and time discretization, respectively. In the space discretization the nonsymmetric interior and boundary penalty approximation of diffusion terms is used. The paper is concerned with the proof of error estimates in “L ²(L ²)”-and “ ”-norms, where ɛ ⩾ 0 is the diffusion coefficient. Using special interpolation theorems for the space as well as time discretization, we find that under some assumptions on the shape regularity of the meshes and a certain regularity of the exact solution, the errors are of order O(h ^p + τ ^q ). The estimates hold true even in the hyperbolic case when ɛ = 0.     

Error estimates using the cell discretization method for second-order hyperbolic equations

The cell discretization algorithm provides approximate solutions to second-order hyperbolic equations with coefficients independent of time. We obtain error estimates that show general convergence for homogeneous problems using semi-discrete approximations. A polynomial implementation of the algorithm is described that is a nonconforming extension of the finite element method that can also produce the continuous approximations of an h–p finite element method. Numerical tests are made that confirm the theoretical estimates. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 531–548, 1997     

Numerical study using explicit multistep Galerkin finite element method for the MRLW equation

In this article, an explicit multistep Galerkin finite element method for the modified regularized long wave equation is studied. The discretization of this equation in space is by linear finite elements, and the time discretization is based on explicit multistep schemes. Stability analysis and error estimates of our numerical scheme are derived. Numerical experiments indicate the validation of the scheme by L₂– and L_∞– error norms and three invariants of motion.4 © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1875–1889, 2015     

Mixed Discontinuous Galerkin Time-Stepping Method for Linear Parabolic Optimal Control Problems

In this paper, we discuss the mixed discontinuous Galerkin (DG) finite element approximation to linear parabolic optimal control problems. For the state variables and the co-state variables, the discontinuous finite element method is used for the time discretization and the Raviart-Thomas mixed finite element method is used for the space discretization. We do not discretize the space of admissible control but implicitly utilize the relation between co-state and control for the discretization of the control. We derive a priori error estimates for the lowest order mixed DG finite element approximation. Moveover, for the element of arbitrary order in space and time, we derive a posteriori $L^2(0, T ;L^2(Ω))$ error estimates for the scalar functions, assuming that only the underlying mesh is static. Finally, we present an example to confirm the theoretical result on a priori error estimates.     

Convergence of finite element method for linear second‐order wave equations with discontinuous coefficients

A finite element method is proposed and analyzed for hyperbolic problems with discontinuous coefficients. The main emphasize is given on the convergence of such method. Due to low global regularity of the solutions, the error analysis of the standard finite element method is difficult to adopt for such problems. For a practical finite element discretization, optimal error estimates in L^∞(L²) and L^∞(H¹) norms are established for continuous time discretization. Further, a fully discrete scheme based on a symmetric difference approximation is considered, and optimal order convergence in L^∞(H¹) norm is established. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Numerical analysis of the primal problem of elastoplasticity with hardening

Summary. The finite element method is a reasonable and frequently utilised tool for the spatial discretization within one time-step in an elastoplastic evolution problem. In this paper, we analyse the finite element discretization and prove a priori and a posteriori error estimates for variational inequalities corresponding to the primal formulation of (Hencky) plasticity. The finite element method of lowest order consists in minimising a convex function on a subspace of continuous piecewise linear resp. piecewise constant trial functions. An a priori error estimate is established for the fully-discrete method which shows linear convergence as the mesh-size tends to zero, provided the exact displacement field u is smooth. Near the boundary of the plastic domain, which is unknown a priori, it is most likely that u is non-smooth. In this situation, automatic mesh-refinement strategies are believed to improve the quality of the finite element approximation. We suggest such an adaptive algorithm on the basis of a computable a posteriori error estimate. This estimate is reliable and efficient in the sense that the quotient of the error by the estimate and its inverse are bounded from above. The constants depend on the hardening involved and become larger for decreasing hardening. Received May 7, 1997 / Revised version received August 31, 1998     

A priori error estimates for a coupled finite element method and mixed finite element method for a fluid-solid interaction problem

This paper presents a heterogeneous finite element method fora fluid–solid interaction problem. The method, which combinesa standard finite element discretization in the fluid regionand a mixed finite element discretization in the solid region,allows the use of different meshes in fluid and solid regions.Both semi-discrete and fully discrete approximations are formulatedand analysed. Optimal order a priori error estimates in theenergy norm are shown. The main difficulty in the analysis iscaused by the two interface conditions which describe the interactionbetween the fluid and the solid. This is overcome by explicitlybuilding one of the interface conditions into the finite elementspaces. Iterative substructuring algorithms are also proposedfor effectively solving the discrete finite element equations.     

带广义边界条件的四阶抛物型方程的混合间断时空有限元法

构造具有广义边界条件的四阶线性抛物型方程的混合间断时空有限元格式,利用混合有限元方法将高阶方程降阶,利用空间连续而时间允许间断的时空有限元方法离散方程,证明了离散解的存在唯一性,稳定性和收敛性,并给出数值算例验证了方法的有效性.     

非定常Stokes方程的全离散稳定化有限元格式

本文研究二维非定常Stokes方程全离散稳定化有限元方法.首先给出关于时间向后一步Euler半离散格式,然后直接从该时间半离散格式出发,构造基于两局部高斯积分的稳定化全离散有限元格式,其中空间用P_1—P_1元逼近,证明有限元解的误差估计.本文的研究方法使得理论证明变得更加简便,也是处理非定常Stokes方程的一种新的途径.